ECBOT 10 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 21-Aug-2009

Day Change Summary
	Previous	Current
	20-Aug-2009	21-Aug-2009	Change	Change %	Previous Week
Open	118-015	118-040	0-025	0.1%	117-075
High	118-070	118-185	0-115	0.3%	118-185
Low	117-190	117-010	-0-180	-0.5%	117-010
Close	118-035	117-050	-0-305	-0.8%	117-050
Range	0-200	1-175	0-295	147.5%	1-175
ATR	0-309	1-002	0-013	4.3%	0-000
Volume	944,592	643,131	-301,461	-31.9%	3,544,126

Daily Pivots for day following 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	122-073	121-077	118-002
R3	120-218	119-222	117-186
R2	119-043	119-043	117-141
R1	118-047	118-047	117-095	117-278
PP	117-188	117-188	117-188	117-144
S1	116-192	116-192	117-005	116-102
S2	116-013	116-013	116-279
S3	114-158	115-017	116-234
S4	112-303	113-162	116-098

Weekly Pivots for week ending 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	122-073	121-077	118-002
R3	120-218	119-222	117-186
R2	119-043	119-043	117-141
R1	118-047	118-047	117-095	117-278
PP	117-188	117-188	117-188	117-144
S1	116-192	116-192	117-005	116-102
S2	116-013	116-013	116-279
S3	114-158	115-017	116-234
S4	112-303	113-162	116-098

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-185	117-010	1-175	1.3%	0-275	0.7%	8%	True	True	708,825
10	118-185	114-220	3-285	3.3%	0-316	0.8%	63%	True	False	747,204
20	118-185	114-210	3-295	3.3%	1-006	0.9%	64%	True	False	753,292
40	119-000	114-210	4-110	3.7%	0-312	0.8%	58%	False	False	755,104
60	119-000	112-255	6-065	5.3%	1-002	0.9%	70%	False	False	760,520
80	120-150	112-255	7-215	6.5%	0-310	0.8%	57%	False	False	588,189
100	122-170	112-255	9-235	8.3%	0-271	0.7%	45%	False	False	470,634
120	124-110	112-255	11-175	9.9%	0-227	0.6%	38%	False	False	392,195

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-066
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	125-049
2.618	122-201
1.618	121-026
1.000	120-040
0.618	119-171
HIGH	118-185
0.618	117-316
0.500	117-258
0.382	117-199
LOW	117-010
0.618	116-024
1.000	115-155
1.618	114-169
2.618	112-314
4.250	110-146

Fisher Pivots for day following 21-Aug-2009
Pivot	1 day	3 day
R1	117-258	117-258
PP	117-188	117-188
S1	117-119	117-119

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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